Yes, well you can and should leave Ornamental Grasses foliage intact all winter because it helps to keep the roots protected from snow and ice. But it can be done either way. For herbaceous perennials they need to be cut back because they look ugly and pests like to over-winter under the dead foliage. Some disease will also live on dead foliage, in any season. Keeping a garden clean takes great strides towards keeping pests and disease at bay.